CRYPTO MICROSTRUCTURE LAB

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Live Metrics

Mid Price
spread —
Book Imbalance
Realized Vol (ann.)
trailing 60s · 1s rets
Order-Flow Imb.
Trades / sec
— vol/s
Aggressor Ratio
buy vol share · 30s

Mid Price · last ~2 min

Order Book · top 15

Trade Tape

not recording Coinbase public feed · no API key · data logged in-browser only